Author:
Faliva Mario,Zoia Maria Grazia
Abstract
In this paper a novel partitioned inversion formula is obtained
in terms of the orthogonal complements of off-diagonal blocks,
with the emblematic matrix of unit-root econometrics emerging
as the leading diagonal block of the inverse. The result paves
the way to a straightforward derivation of a key result of vector
autoregressive econometrics.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Cited by
14 articles.
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